+683.8%
TEL vs D
+247.2%
+436.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | +3.0% | +1.5% | +1.5% | +2.3% |
| 30D | -3.9% | -2.6% | -1.3% | -2.7% |
| 3M | -5.1% | 0.0% | -5.1% | -5.3% |
| 6M | +0.6% | +7.4% | -6.8% | -3.5% |
| YTD | -7.3% | +15.9% | -23.2% | -14.4% |
| 1Y | +1.1% | +18.1% | -17.0% | -8.0% |
| 3Y | +63.7% | +58.4% | +5.3% | +23.5% |
| 5Y | +50.7% | +5.2% | +45.5% | +39.0% |
| 10Y | +290.2% | +35.9% | +254.3% | +180.2% |
| All | +683.8% | +247.2% | +436.7% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling